+340.4%
CG vs MTCH
+207.1%
+133.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -1.3% | -1.8% | +0.5% | -0.7% |
| 30D | -3.2% | +10.4% | -13.6% | -6.1% |
| 3M | +6.2% | +21.0% | -14.8% | -0.2% |
| 6M | -4.7% | +36.6% | -41.3% | -13.7% |
| YTD | -20.6% | +29.7% | -50.3% | -27.0% |
| 1Y | -26.4% | +8.6% | -35.0% | -28.7% |
| 3Y | +55.4% | -2.7% | +58.1% | +51.3% |
| 5Y | +9.8% | -72.9% | +82.7% | +42.6% |
| 10Y | +341.4% | +185.0% | +156.4% | +225.5% |
| All | +340.4% | +207.1% | +133.3% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling